+364.2%
ELF vs AME
+465.0%
-100.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.2% | -1.4% | +0.1% |
| 7D | +7.8% | -1.5% | +9.4% | +8.6% |
| 30D | +9.3% | -4.2% | +13.4% | +11.7% |
| 3M | +21.2% | -5.9% | +27.1% | +25.1% |
| 6M | +96.1% | +2.8% | +93.3% | +90.2% |
| YTD | +57.0% | +16.6% | +40.4% | +39.6% |
| 1Y | +61.9% | +22.1% | +39.7% | +39.6% |
| 3Y | +20.0% | +64.7% | -44.7% | -15.5% |
| 5Y | +284.8% | +76.6% | +208.2% | +158.1% |
| 10Y | +364.2% | +443.9% | -79.7% | +122.9% |
| All | +364.2% | +465.0% | -100.8% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling